JP Morgan Put 44 PAH3 19.07.2024
/ DE000JK71N55
JP Morgan Put 44 PAH3 19.07.2024/ DE000JK71N55 /
| 7/10/2024 10:01:43 AM |
Chg.+0.010 |
Bid9:35:43 PM |
Ask9:35:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.150
Bid Size: 20,000 |
0.160
Ask Size: 20,000 |
PORSCHE AUTOM.HLDG V... |
44.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
JK71N5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
0.13 |
| Time value: |
0.06 |
| Break-even: |
42.10 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.66 |
| Theta: |
-0.05 |
| Omega: |
-14.87 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.120 |
| 1M High / 1M Low: |
0.280 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
